+145.5%
ABBV vs MSFU
+103.9%
+41.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.7% |
| 7D | +1.5% | +14.6% | -13.0% | +1.5% |
| 30D | +6.7% | +2.1% | +4.6% | +6.7% |
| 3M | +19.9% | +14.7% | +5.3% | +19.9% |
| 6M | +47.5% | +55.7% | -8.2% | +47.3% |
| YTD | +32.2% | +7.1% | +25.1% | +33.1% |
| 1Y | +37.8% | -0.5% | +38.3% | +39.0% |
| 3Y | +134.8% | +35.7% | +99.0% | +130.2% |
| All | +145.5% | +103.9% | +41.7% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling